Japan Long Weekend Portfolio Blowout Theme Is Working Quickly
On Thursday we highlighted a number of stock pairs that had seen extreme levels of relative performance dislocations, speculating that this was due...
306 Views
Nikkei 225 Dividend Futures: Buy The Selloff
The Nikkei 225 dividend futures contracts are among the most widely traded dividend futures in the world with over US$600m of dividend exposure...
537 Views
What Is Getting Blown Out of Portfolios Before the Long Weekend in Japan?
We previously highlighted the strong skew between names which have a heavy weighting in Topix vs. those which have a heavy weighting in the Nikkei....
379 Views
The Topix Vs. Nikkei Skew
With the BOJ announcing yesterday that it would double the upper limit of its ETF purchases to ¥12trn a year and its previous policy shift to...
539 Views
Coronavirus QE, the BOJ, and ETF Buying
After the worst week in US equity markets in a long time, with sharply rising equity volatility causing risk parity funds and their ilk to shed...
462 Views